Periodic Poisson Processes and Almost-lack-of-memory Distributions

Boyan N. Dimitrov, Vladimir Rykov, Zinovi L. Krougly

Research output: Contribution to journalArticlepeer-review

Abstract

<p> Certain characterization properties of time-varying periodic Poisson &fllig;ows are studiedin terms of almost-lack-of-memory (ALM) distributions. Parameter estimation formulas arederived. A method for verifying the hypothesis on the membership of a sample to the classof ALM-distributions is developed. Algorithms for computing critical levels and power of thelikelihood ratio test by the Monte Carlo method are designed.</p>
Original languageAmerican English
JournalAutomation and Remote Control
Volume65
DOIs
StatePublished - Oct 1 2004

Keywords

  • Mechanical Engineer
  • Parameter Estimation
  • Monte Carlo Method
  • Likelihood Ratio
  • System Theory

Disciplines

  • Mathematics

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